I find that in the REPL I start by cd(“directory where the data is”) constantly, and this irritates me. By that I mean repeated cd() calls till I get to the directory with the correct data file.
Yes, I know I could set a filepath variable and use that joined tot the filename.

My suggestion is to have a quick and dirty GUI utility which would pop up and change the current working directory. Written in Julia, natch.
I think a Julia curses utility was recently announced. Perhaps perfect for this task.
Note to self - get your backside in gear and write it.

My opinion is that if you constantly do cd() in the REPL (or even in scripts), you are doing something “wrong”. I am even more confused since you are asking for a GUI, which makes it even slower and more sluggish to change a directory (waiting for the GUI to pop up, orientate, grab the mouse, clicking, closing etc.).

Besides that, integrating a GUI functionality into the REPL would be a significant amount of work, considering that people are running the REPL on macOS, Windows, Linux, *BSD and even in arbitrary Terminals like Jupyter Notebook/LAB. There is no common library which would unite all of them so you will definitely end up with all sorts of GUIs and dependencies needed.

function changefolder()
!Sys.isapple() && exit()
command = """
try
set af to (choose folder with prompt "Folder?")
set result to POSIX path of af
on error
beep
set result to "$(pwd())"
end
result
"""
cd(chomp(read(`osascript -e $command`, String)))
println(pwd())
end
changefolder()